United Kingdom

This section is trying to stay limited to England, Scotland, Northern Ireland & Wales, though it's likely that Australia, Canada, Ireland and other countries with ties to England will have some of these items pop up here and there. 
This section is always being expanded, I am interested in hearing any information not yet seen here about Jem in other countries, from either if the cartoon was aired there, to what products were available.  Feel free to contact me with any of this information!
The Show: First run of the show ended on the "Britrock" episode.  It was rerun later in the 1990's with the 3rd year Stingers episodes.
Hasbro's Core Toyline: Presumably the entire 1986 line, plus most of the 1987 line, and one very glaring exception, Jetta!  A few other items weren't available there besides her. 
UK packaging is very similar to the US packaging, the only different thing about UK packaging is in the bottom right hand corner of the back of the box it has an address, instead of saying Pawtucket,RI 02862, it says, Hasbro Industries (UK) Ltd, Wokingham, Berkshire. (thanks Lynda for this info).  Taffeta says the UK base of operations was in Wales, in case that wasn't clear from the address.  More on UK packaging here.

Here's an advertisement for Jem* from Argos.
The following items are mentioned in the Hasbro UK1987 catalogue.  They were intended to be marketed there, but some items may not have been picked up by distributors.  The photos are almost completely different from the ones in the American dealers catalogue and have some interesting little variants (which I'm sure are only proto-type related & not marketed)
Flash N' Sizzle Jem , Rock N' Curl Jem , Glitter and Gold Jem, Glitter and Gold Rio, 2nd Edition Aja , 2nd Edition Kimber, 2nd Edition Shana, Video, Raya, Danse, Pizzazz, Roxy, Stormer, Clash, 2nd year On Stage Fashions, 2nd year Smashin' Fashions, 2nd year Flip Side Fashions, Music Is Magic Fashions, Glitter 'n Gold Fashions, The Video Madness Playsets, Glitter 'n Gold Rockin' Roadster, The Rock Backstager, Star Stage, New Wave Waterbed.
Missing 
Jetta, Synergy, The Starlight Girls, Rio's Fashions, KJem
I was told by one person the waterbed was not available in the UK despite being in the catalogue, and yet two others are saying it WAS available :) (Bowiegirl1982 & Gina)
Books, tapes & sets
This list continues to grow and grow as I find new things, so it's by all means not yet complete, but getting there!

Little Owl Superstars
Slightly larger than the mini-world books and with hard covers.  "Little Owl Superstars feature children's favourite characters from television and toyland in exciting, easy-to-read stories."  Other than Jem books, there were some made for the Wuzzles, My Little Pony, Ghostbusters and others.
Jem and the Brat
Soap Opera Rockers
The Stolen Jewels
The Disco-kids

Tempo Talking Stories
They were sold as book and tape sets, and possibly extra books could have been sold on their own, and apparently tapes alone may have been sold, with a different story on each side, so far it seems these can be distinguished by NOT being "Multi-voiced recordings" and having two stories per tape.  The books are very small soft covers, with great stories, awful art (though it is growing on me.)  The books are published by World International.  You may also recognize Tempo as being the same company that put out the UK videos.  Tapes are labelled w/"Multi-voiced Recording" (as well as the title, etc.)

Hide and Sneak
Super Scoop Snoop
A Cat Called Lucky
Keyboard Crisis

Miscellaneous Tempo Cassette Tapes

"Jem's New Adventures" Double cassette, by Tempo. 

Features the stories:
Marbo- The Rock Movie
Stage Management
Two Timing
Rocking Roadsters
These stories were all featured in the 1987 Jem Annual.  They were not sold with the annual.  The cassettes are marked as "Twin Cassettes Jem"

A Cat Called Lucky/Super Scoop Snoop tape.  Probably was not sold with the books of the same names.  I don't know where this tape fits in, but my guess is there was an earlier "tempo twin" set with these two and the other two Tempo Talking Stories on the other tape.

Jem Annuals
The Jem annuals are most closely associated with the Tempo Talking Stories, as the art is basically the same.  As well, some of the 1987 annual stories were narrated and sold separately (see above box) as Tempo's "Jem's New Adventures." 

Jem Annual 1987

Contains these stories:
In the Beginning
Stage Management
Marbo!- The Rock Movie!
Two-Timing
Desperately Seeking Synergy
Rockin' Roadsters
Jem Annual, 1988
Contains these stories:
The Beat Goes On
Higher And Higher!
A Message From Mr Raymond
Night Of The Dolphins
Queen For A Day
She's A Natural
Prince Rat
Playing With Fire
Two Kinds Of Courage
Gold Gets Going
Activity and Colouring Books, Comics
This list continues to grow and grow as I find new things, so it's by all means not yet complete, but getting there!

Mini Activity Storybooks
Are closely related to the Talking Tempo books, the same publisher and the same size.  They have a storyline, are black and white inside and are meant to be coloured or have puzzles done in them.

Making Mischief
Double Trouble

The following one may not have a storyline, given it's title:
Mini Colouring Book*

World International Activity & Colouring Books
They are the standard 8 X 11 size, except for the play pad which is about half the size.

Activity Book* (nice picture of Kimber in Only the Beginning)
Colouring Book  (Blue)*
Colouring Book (Yellow)
Play Pad

Jem Comics
Now have their own section!

The following are not Hasbro's products, but are licensed by Hasbro and made by UK companies:

Other Jem Items
Picture Soap by Grosvenor- Dated 1986, shown life size in the picture. It is basically one cake of soap with a clear sticker of Jem on it.  It comes in a white plastic tray.
View Master Reels- slightly different from US version.  Background on package is all orange, not pink.  Reels themselves also have different graphics (not sure if story and pictures are different)
Jemstar Earrings; of dubious origin.  (they look to be for pierced ears, or clip ons, they aren't really children's items) I've seen a pair of these earrings on eBay.  They looked pretty cheap to me and didn't have any markings on them whatsoever.  The woman selling them told me they originally came in a small box with the Jem logo on it.  Why didn't they sell these over here?  They would have been huge I think.
Jem trinket box.  I didn't get much info on this. A friend who lives there said she saw a small trinket box with pictures of Jem and the Holograms on it.
Jem Wallpaper (made by Playmates) Black background, box art.  I love this!
Jem Lunchbox &Thermos (made by Bluebird); pink with tri-colour design printed on it (not a paper label)
Jem briefcase (Thanks to Noelle for the scan! It's hard plastic and briefcase sized with a nylon shoulder strap)
Jem Note Book, about 4" X 7", features Kimber box art on the back.    Made by Copywriter Stationery Ltd, dated 1986 Hasbro.
Exercise Book. About 6" X 8", Features the "holograms" box art on the back.  Made by Copywrite Stationery Ltd, dated 1986 Hasbro.
Jem Stationery Set (only have photo of the pencil atm); Dated 1986, Hasbro.  (Some info from Gina:  "That pencil came with a pink plastic pencil case with jem (herself) infront of the rocking roadster. a small white rubber (eraser) with jem logo on. and a 15cm long white ruler with jem logo sticker running down the middle.") Most likely also made by Copywrite Stationery. 
Jem Stationery Set #2: Paper, envelopes (back); these would have come in sets, possibly with the address book, exercise book, etc. Thanks to Lorna for these photos and info!
Jem vinyl handbag; Made by "Bags of character" Frankel & Roth (international) ltd/ Made in china. It is dated 1986 under the Jem logo.  Thanks to Isabelle for this photo and information.
Boxed 200 pc Puzzles (Milton Bradley) 
The Misfits
Jem, the Holograms, Rio & Rockin' Roadster
Jem & the Holograms on-stage
Rio & Jem

 
UK home videos
I just got some great info from Karen who actually lives there on the English Jem Videos!  She says: "They were released from 1986-1989... they came in hard plastic boxes with the cover behind a clear plastic protective screen. ....all released by Tempo Video, I remember the first few being very easily to get copies of, but the last few very difficult."
Title Episodes Included date Distributor other
Truly Outrageous the first five 1986 AMT Video Gems/Multiple Sound Distributors Ltd (aka Tempo) Features re-drawn art, front and back, very nice package IMHO! Also features a Jemstar point. 90 minutes.
Glitter N' Gold Glitter & Gold and Broadway Magic  1987 Tempo/MSD Distribution Looks a lot like the NA version. 44 minutes.
Rock And Roll Express. (Back)* Rock & Roll Express Tempo Cover is horizontal, cardboard sleeve case 22 minutes.
Two Great Rock n' 'Roll Adventures A Presidential Dilemma, Journey Through Time. 1988 Tempo/MSD Distribution 44 minutes
The Fan The Fan, Roxy Rumbles. 1988 Tempo 44 minutes, WEIRD redrawn cover art
From London to Broadway  (Back) Britrock, Broadway Magic 1988 Tempo 44 minutes, cardboard sleeve case
Music & Magic
(Back)		 Music is magic, Rock & Roll Express, Britrock 1988 Tempo 67 minutes.  Seems to be a compilation of other Jem tapes.
Video Wars
(Back)		 Video Wars, Homeland Heartland 1989 Tempo 44 minutes
Music Is Magic Music Is Magic
and trailer (? Not sure what that is)		 1991 Abbey Home Entertainment (aka Tempo) Note: it's not called Music AND Magic which is a different video.... 27 minutes.
The Rock Fashion Book
Cover is mostly white, features full length Jem in the centre with small captures of each of the Holograms surrounding her. 		 unknown unknown unknown 22 minutes
cardboard sleeve case.  As far as I know, this tape was only available as a free promotional item that came with some UK 1st edition Jem/Jerrica dolls (it was glued directly onto the flap!)
Hot Hits from the USA Maxies world: "Friend or UFO/ beach blanket battle"
Jem - "Hollywood Jem: for your consideration",
Hollywood Jem "...and the winner is'
Beverly Hills Teens: "The dog ate my homework"		 unknown Tempo 94 minutes.(45 of which are Jem) Wow! Two really HTF Jem eps on here!  A "mixed" cartoon tape. 
Jem: Truly Outrageous unknown unknown unknown Box is white, with Jem art of Jem singing with one arm over head, then there are small pictures of each of the holograms, and Jem in cartoon form around her. Never seen before or since, may not be UK, but is for sure Euro.
UK DVDs
All that I know of so far, surely there are more?  They are in Region 2, meaning they may not play in most North American DVD players.
Title Episodes Included date Distributor other
Girls World Unknown Which Jem Episode is on this, 
Also includes episodes of My Little Pony, Pongwiffy, Little Ghosts, Moon Dreamers		 2004 Metrodome 108 Minutes. (22 of which are Jem)  Pink cover with 5 "bubbles", each bubble showing a small photo from each of the cartoons represented on the disc.
Girls World 2 The Rock Fashion Book
Also Includes Episodes of My Little Pony, Charmkins, and Moondreamers.		 2005 Metrodome 108 Minutes. (22 of which are Jem)  Pink cover with rainbow coloured cross, each "arm" of the cross has a photo of the cartoons represented on the disc. 
Jem-The Movie The first five, as "Truly Outrageous!" the movie version. 2006 Metrodome/TV Loonland 90 minutes.  It is the Jem movie, which differs slightly from the episodes (some animation was cut into the episodes later, which isn't present here in the movie).  Personally I'm not nuts about the quality of this print but at least they managed to keep Pizzazz's hair the proper shade :)
Credits
Thanks KaraAria@aol.com for the information on the 1988 Annual.
Thanks to Brian (in Scotland :) for the UK Puzzle photos!
*All pictures denoted with an asterisk were contributed by Laura (Badgerprincess).
Hot Hits from the USA pic and info donated by Dawn.
For much more information on Jem in the UK, visit Taffeta's site, Britrock- The UK Home of the Misfits